| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2791 | 0.1804 | 0.209 | -0.2428 | 0.4002 | -0.148 | -0.9892 |
| (p-val) | (0.4752 ) | (0.2368 ) | (0.2574 ) | (0.5263 ) | (0.0849 ) | (0.5879 ) | (0.5088 ) |
| Estimates ( 2 ) | 0.2847 | 0.1698 | 0.2336 | -0.2406 | 0.4682 | 0 | -1.0022 |
| (p-val) | (0.4252 ) | (0.2612 ) | (0.1778 ) | (0.4924 ) | (0.0227 ) | (NA ) | (0.1214 ) |
| Estimates ( 3 ) | 0.0662 | 0.2002 | 0.2793 | 0 | 0.4714 | 0 | -1.0014 |
| (p-val) | (0.6347 ) | (0.1447 ) | (0.0474 ) | (NA ) | (0.0203 ) | (NA ) | (0.1 ) |
| Estimates ( 4 ) | 0 | 0.2106 | 0.2956 | 0 | 0.4769 | 0 | -1.0013 |
| (p-val) | (NA ) | (0.1214 ) | (0.0308 ) | (NA ) | (0.0195 ) | (NA ) | (0.0882 ) |
| Estimates ( 5 ) | 0 | 0 | 0.3337 | 0 | 0.4691 | 0 | -1.0009 |
| (p-val) | (NA ) | (NA ) | (0.0163 ) | (NA ) | (0.025 ) | (NA ) | (0.1083 ) |
| Estimates ( 6 ) | 0 | 0 | 0.3889 | 0 | -0.2651 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0054 ) | (NA ) | (0.0755 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.3334 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0147 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -2.13110306346934 |
| -1.78449727585361 |
| -4.4655656470633 |
| 0.00337363720023507 |
| 4.58001710051978 |
| 2.77331473263003 |
| 2.89084369505405 |
| 6.1525804495249 |
| 3.31847959037443 |
| 16.241341874892 |
| 10.4030828428162 |
| 6.79835005867229 |
| 2.96535620641702 |
| 7.39034199643581 |
| -1.41744813218547 |
| 3.32894406664526 |
| -7.78893799469311 |
| -6.38609836193797 |
| 19.0730928003296 |
| -2.73605451787126 |
| 6.29060611040604 |
| -1.70412849762219 |
| 8.21992711588809 |
| -0.193154971201964 |
| 13.0175364249780 |
| 5.83630973096732 |
| 17.2563455530083 |
| -21.2307542805675 |
| -0.345011341078707 |
| 0.489093644182958 |
| -0.54356604551765 |
| -16.7337522282754 |
| -2.08612471061645 |
| -3.96811897140845 |
| -2.14176287496389 |
| 7.42562683137305 |
| -5.03773113034822 |
| -0.483825732104833 |
| -14.5013475389047 |
| -6.56910273619485 |
| 0.489352091018191 |
| 1.85546732828777 |
| -1.48416596789082 |
| 1.65404909486517 |
| 6.01659686098162 |
| -4.84079962754083 |
| -3.88700560073948 |
| 0.176346529590774 |
